I find it rather funny that you believe people in the Imperium know nothing abou the inquisition.
The inquisition is the boogey man that bumps back in the dark.
Every imperial citizen would have heard the name at least in passing, having been taught to fear it from birth. How much they would actually know beyond the name and the broadest impression of "hunts evil" is a matter of carefully managed propaganda.
To the common man the inquisition is a feared and distant force like the arbites or the navy , you pray you never need know any more about them.
The inquisition is like the Emperor. A mysterious and omnipresent force menacing in it`s power and tireless in it`s vigilance.